[GT] SVN Commit r633 - branches/exp/Scripts

[GeniusTrader SVN <raphael AT geniustrader.org>]

Author: thomas
Date: 2008-06-11 07:24:45 +0200 (Wed, 11 Jun 2008)
New Revision: 633

Modified:
   branches/exp/Scripts/backtest.pl
   branches/exp/Scripts/display_signal.pl
Log:
Add option --tight as in display_indicator.pl to print signal
and backtest information in a more concise format.


Modified: branches/exp/Scripts/backtest.pl
===================================================================
--- branches/exp/Scripts/backtest.pl	2008-06-11 05:15:33 UTC (rev 632)
+++ branches/exp/Scripts/backtest.pl	2008-06-11 05:24:45 UTC (rev 633)
@@ -151,6 +151,10 @@
 
 Output is generated in html
 
+=item --tight
+
+Outputs only the positions in concise format.
+
 =item --graph=<filename>
 
 Generate a PNG graph of your portfolio value over the time of the backtest and
@@ -230,15 +234,15 @@
    (0, 0, '', '', 'day', -1);
 my $man = 0;
 my @options;
-my ($verbose, $html, $display_trades, $template, $graph_file, $ofname, $broker, $system, $store_file, $outputdir, $set) = 
-   (0, 0, 0, '', '', '', '', '', '', '', '');
+my ($verbose, $html, $display_trades, $template, $graph_file, $ofname, $broker, $system, $store_file, $outputdir, $set, $tight) = 
+   (0, 0, 0, '', '', '', '', '', '', '', '', 0);
 my (@mmname, @tfname, @csname);
 $outputdir = GT::Conf::get("BackTest::Directory") || '';
 GetOptions('full!' => \$full, 'nb-item=i' => \$nb_item, 
 	   "start=s" => \$start, "end=s" => \$end, 
 	   "max-loaded-items" => \$max_loaded_items,
 	   "timeframe=s" => \$timeframe,
-	   'verbose!' => \$verbose, 'html!' => \$html,
+	   'verbose!' => \$verbose, 'html!' => \$html, 'tight!' => \$tight,
 	   'template=s' => \$template, 'display-trades!' => \$display_trades,
 	   'output-directory=s' => \$outputdir, 'set=s' => \$set,
 	   'money-management=s' => \
AT
mmname, 'graph=s' => \$graph_file,
@@ -435,12 +439,18 @@
 }
 else
 {
+  unless ($tight) {
     print "## Analysis of " . $sys_manager->get_name . "|" .
 	$pf_manager->get_name . "\n";
     GT::Report::Portfolio($analysis->{'portfolio'}, $verbose);
     print "## Global analysis (full portfolio always invested)\n";
     GT::Report::PortfolioAnalysis($analysis->{'real'}, $verbose);
     print "\n";
+  } else {
+    print "Analysis of " . $sys_manager->get_name . "|" .
+	$pf_manager->get_name . "\n";
+    GT::Report::PortfolioShort($analysis->{'portfolio'});
+  }
 }
 
 $db->disconnect;

Modified: branches/exp/Scripts/display_signal.pl
===================================================================
--- branches/exp/Scripts/display_signal.pl	2008-06-11 05:15:33 UTC (rev 632)
+++ branches/exp/Scripts/display_signal.pl	2008-06-11 05:24:45 UTC (rev 633)
@@ -100,6 +100,10 @@
 
 show on output only those dates that signal changed
 
+=item --tight
+
+Displays indicator values in concise tabular format.
+
 =item --options=<key>=<value>
 
 A configuration option (typically given in the options file) in the
@@ -146,8 +150,8 @@
 =cut
 
 # Get all options
-my ($change, $last_record)
- = (0, 0);
+my ($change, $last_record, $tight)
+ = (0, 0, 0);
 my ($full, $nb_item, $start, $end, $timeframe, $max_loaded_items) =
    (0, 0, '', '', 'day', -1);
 my $man = 0;
@@ -157,7 +161,7 @@
 	   "start=s" => \$start, "end=s" => \$end, 
 	   "max-loaded-items" => \$max_loaded_items,
 	   "timeframe=s" => \$timeframe,
-           "change!" => \$change, "last-record" => \$last_record,
+           "change!" => \$change, "last-record" => \$last_record, "tight!" => \$tight,
 	   "option=s" => \
AT
options, "help!" => \$man);
 $timeframe = GT::DateTime::name_to_timeframe($timeframe);
 
@@ -200,9 +204,20 @@
 print "Testing signal $signal_name ...\n";
 $signal->detect_interval($calc, $first, $last);
 
+if ( $tight ) {
+    printf "[%s] =", "Date";
+    for(my $n = 0; $n < $signal->get_nb_values; $n++)
+    {
+	my $name = $signal->get_name($n);
+	printf "\t%s", $name;
+    }
+    printf "\n";
+}
+
 my $prior_state = undef;
 for(my $i = $first; $i <= $last; $i++)
 {
+  unless ( $tight ) {
     for(my $n = 0; $n < $signal->get_nb_values; $n++)
     {
         my $name = $signal->get_name($n);
@@ -222,12 +237,60 @@
               if ( $prior_state != $state ) {
                 printf "%-20s[%s] = %s\n", $name, $calc->prices->at($i)->[$DATE],
                  ($state ? 'yes' : 'no');
-              }
+	        }
             }
             $prior_state = $state;
           }
         }
     }
+  } else {
+    # --tight
+    if ( ! $change ) {
+      printf "[%s] =", $calc->prices->at($i)->[$DATE];
+      for(my $n = 0; $n < $signal->get_nb_values; $n++) {
+        my $name = $signal->get_name($n);
+
+        if ($calc->signals->is_available($name, $i)) {
+            printf "\t%s", ($calc->signals->get($name, $i) ? 'yes' : 'no');
+        }
+      }
+      printf "\n";
+    } else {
+      my $name = $signal->get_name(0);
+      if ($calc->signals->is_available($name, $i)) {
+	# show only changes from prior
+	my $state = $calc->signals->get($name, $i);
+	if ( ! defined ( $prior_state ) ) {
+
+	  printf "[%s] =", $calc->prices->at($i)->[$DATE];
+	  for(my $n = 0; $n < $signal->get_nb_values; $n++) {
+	    $name = $signal->get_name($n);
+	    my $val = $calc->signals->get($name, $i);
+
+	    if ($calc->signals->is_available($name, $i)) {
+	      printf "\t%s", ($val ? 'yes' : 'no');
+	    }
+	  }
+	  printf "\n";
+	} else {
+	  if ( $prior_state != $state ) {
+	    
+	    printf "[%s] =", $calc->prices->at($i)->[$DATE];
+	    for(my $n = 0; $n < $signal->get_nb_values; $n++) {
+	      $name = $signal->get_name($n);
+	      my $val = $calc->signals->get($name, $i);
+
+	      if ($calc->signals->is_available($name, $i)) {
+		printf "\t%s", ($val ? 'yes' : 'no');
+	      }
+	    }
+	    printf "\n";
+	  }
+	}
+	$prior_state = $state;
+      }
+    }
+  }
 }
 
 $db->disconnect;